+214.5%
CVX vs CPB
-38.9%
+253.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.3% |
| 7D | +3.4% | -1.6% | +5.0% | +3.6% |
| 30D | -1.0% | +19.2% | -20.2% | -3.2% |
| 3M | +12.2% | -0.9% | +13.1% | +12.1% |
| 6M | +20.3% | +15.2% | +5.1% | +17.7% |
| YTD | +48.3% | -13.1% | +61.4% | +50.1% |
| 1Y | +46.9% | -22.4% | +69.3% | +51.0% |
| 3Y | +73.1% | -35.3% | +108.4% | +81.0% |
| 5Y | +135.2% | -33.0% | +168.2% | +142.7% |
| All | +214.5% | -38.9% | +253.4% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling